Mathematical models and decomposition methods for the multiple knapsack problem

We consider the multiple knapsack problem, that calls for the optimal assignment of a set of items, each having a profit and a weight, to a set of knapsacks, each having a maximum capacity. The problem has relevant managerial implications and is known to be very difficult to solve in practice for instances of realistic size. We review the main results from the literature, including a classical mathematical model and a number of improvement techniques. We then present two new pseudo-polynomial formulations, together with specifically tailored decomposition algorithms to tackle the practical difficulty of the problem. Extensive computational experiments show the effectiveness of the proposed approaches

Reformulation and decomposition of integer programs

In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branch-and-bound based algorithm. First we cover in detail reformulations based on decomposition, such as Lagrangean relaxation, Dantzig-Wolfe column generation and the resulting branch-and-price algorithms. This is followed by an examination of Benders’ type algorithms based on projection. Finally we discuss in detail extended formulations involving additional variables that are based on problem structure. These can often be used to provide strengthened a priori formulations. Reformulations obtained by adding cutting planes in the original variables are not treated here.Integer program, Lagrangean relaxation, column generation, branch-and-price, extended formulation, Benders' algorithm

Improved Lower Bounds For The Capacitated Lot Sizing Problem With Set Up Times

We present new lower bounds for the Capacitated Lot Sizing Problem with Set Up Times. We improve the lower bound obtained by the textbook Dantzig-Wolfe decomposition where the capacity constraints are the linking constraints. In our approach, Dantzig-Wolfe decomposition is applied to the network reformulation of the problem. The demand constraints are the linking constraints and the problem decomposes into subproblems per period containing the capacity and set up constraints. We propose a customized branch-and-bound algorithm for solving the subproblem based on its similarities with the Linear Multiple Choice Knapsack Problem. Further we present a Lagrange Relaxation algorithm for finding this lower bound. To the best of our knowledge, this is the first time that computational results are presented for this decomposition and a comparison of our lower bound to other lower bounds proposed in the literature indicates its high quality.Lagrange relaxation;Dantzig-Wolfe decomposition;capacitated lot sizing;lower bounds

An efficient decomposition approach for surgical planning

This talk presents an efficient decomposition approach to surgical planning. Given a set of surgical waiting lists (one for each discipline) and an operating theater, the problem is to decide the room-to-discipline assignment for the next planning period (Master Surgical Schedule), and the surgical cases to be performed (Surgical Case Assignment), with the objective of optimizing a score related to priority and current waiting time of the cases. While in general MSS and SCA may be concurrently found by solving a complex integer programming problem, we propose an effective decomposition algorithm which does not require expensive or sophisticated computational resources, and is therefore suitable for implementation in any real-life setting. Our decomposition approach consists in first producing a number of subsets of surgical cases for each discipline (potential OR sessions), and select a subset of them. The surgical cases in the selected potential sessions are then discarded, and only the structure of the MSS is retained. A detailed surgical case assignment is then devised filling the MSS obtained with cases from the waiting lists, via an exact optimization model. The quality of the plan obtained is assessed by comparing it with the plan obtained by solving the exact integrated formulation for MSS and SCA. Nine different scenarios are considered, for various operating theater sizes and management policies. The results on instances concerning a medium-size hospital show that the decomposition method produces comparable solutions with the exact method in much smaller computation time

Bin Packing and Related Problems: General Arc-flow Formulation with Graph Compression

We present an exact method, based on an arc-flow formulation with side constraints, for solving bin packing and cutting stock problems --- including multi-constraint variants --- by simply representing all the patterns in a very compact graph. Our method includes a graph compression algorithm that usually reduces the size of the underlying graph substantially without weakening the model. As opposed to our method, which provides strong models, conventional models are usually highly symmetric and provide very weak lower bounds. Our formulation is equivalent to Gilmore and Gomory's, thus providing a very strong linear relaxation. However, instead of using column-generation in an iterative process, the method constructs a graph, where paths from the source to the target node represent every valid packing pattern. The same method, without any problem-specific parameterization, was used to solve a large variety of instances from several different cutting and packing problems. In this paper, we deal with vector packing, graph coloring, bin packing, cutting stock, cardinality constrained bin packing, cutting stock with cutting knife limitation, cutting stock with binary patterns, bin packing with conflicts, and cutting stock with binary patterns and forbidden pairs. We report computational results obtained with many benchmark test data sets, all of them showing a large advantage of this formulation with respect to the traditional ones

A computational analysis of lower bounds for big bucket production planning problems

In this paper, we analyze a variety of approaches to obtain lower bounds for multi-level production planning problems with big bucket capacities, i.e., problems in which multiple items compete for the same resources. We give an extensive survey of both known and new methods, and also establish relationships between some of these methods that, to our knowledge, have not been presented before. As will be highlighted, understanding the substructures of difficult problems provide crucial insights on why these problems are hard to solve, and this is addressed by a thorough analysis in the paper. We conclude with computational results on a variety of widely used test sets, and a discussion of future research

Recovery of binary sparse signals from compressed linear measurements via polynomial optimization

The recovery of signals with finite-valued components from few linear measurements is a problem with widespread applications and interesting mathematical characteristics. In the compressed sensing framework, tailored methods have been recently proposed to deal with the case of finite-valued sparse signals. In this work, we focus on binary sparse signals and we propose a novel formulation, based on polynomial optimization. This approach is analyzed and compared to the state-of-the-art binary compressed sensing methods